Question
Consider the problem: Minimize cx subject Ax= b, 1 x u, where I and u are finite. a. Give the dual b. Show
Consider the problem: Minimize cx subject Ax= b, 1 ≤ x ≤ u, where I and u are finite.
a. Give the dual
b. Show that the dual always possesses a feasible solution.
c. If the primal problem possesses a feasible solution, what conclusions would you reach?
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Introduction to Operations Research
Authors: Frederick S. Hillier, Gerald J. Lieberman
10th edition
978-0072535105, 72535105, 978-1259162985
